Browse by Journal
 | Up a level |
Ahelegbey, Daniel Felix and Billio, Monica and Casarin, Roberto (2024) Modeling Turning Points in the Global Equity Market. Econometrics and Statistics, 30. pp. 60-75. DOI https://doi.org/10.1016/j.ecosta.2021.10.004
Hadjiantoni, Stella and Kontoghiorghes, Erricos J (2022) An alternative numerical method for estimating large-scale time-varying parameter seemingly unrelated regressions models. Econometrics and Statistics, 21. pp. 1-18. DOI https://doi.org/10.1016/j.ecosta.2020.11.003
Kapetanios, George and Price, Simon and Tasiou, Menelaos and Ventouri, Alexia (2020) State-level wage Phillips curves. Econometrics and Statistics. DOI https://doi.org/10.1016/j.ecosta.2020.03.005
Kapetanios, George and Price, Simon and Young, Garry (2018) A UK financial conditions index using targeted data reduction: forecasting and structural identification. Econometrics and Statistics, 7. pp. 1-17. DOI https://doi.org/10.1016/j.ecosta.2017.12.002
Boswijk, P and Hallin, M and Li, D and Politis, DN and Taylor, AMR (2017) Editorial: Special issue on time series econometrics. Econometrics and Statistics.